Yep. Matrix, specifically using the web and desktop Element client. https://ems-docs.element.io/books/element-support/page/exporting-messages
You can also select and delete several messages at once, but the easiest method to nuke a chat is to kick/ban all other members from it, leave it yourself and let it sit for a week until servers delete the room and all it's contents permanently by default.
It also has a built in sticker library. If your want to build your own, custom sticker packs on Matrix have different guides depending on the app your're using. Here's some stuff on that. https://matrix.squirrel.rocks/stickers/
D06M4
joined 6 months ago
Wait for the next big Steam sale and go wild.